+207.0%
C vs TTWO
+370.5%
-163.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +4.2% | +6.0% | -1.9% | +2.8% |
| 30D | +2.0% | +13.2% | -11.2% | -0.8% |
| 3M | -10.1% | -5.8% | -4.3% | -9.3% |
| 6M | +1.0% | +0.4% | +0.6% | +0.2% |
| YTD | +8.5% | -11.0% | +19.5% | +10.0% |
| 1Y | +25.7% | -4.1% | +29.8% | +25.5% |
| 3Y | +216.0% | +51.8% | +164.2% | +184.5% |
| 5Y | +112.3% | +21.3% | +91.0% | +93.2% |
| All | +207.0% | +370.5% | -163.5% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TTWO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling